+75.5%
ASML vs TXT
+7.8%
+67.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.0% | +7.0% | +6.4% |
| 7D | -9.0% | -2.5% | -6.5% | -7.5% |
| 30D | -21.0% | +14.4% | -35.4% | -28.8% |
| 3M | -16.3% | -4.9% | -11.4% | -14.1% |
| 6M | -7.5% | -10.2% | +2.7% | -1.4% |
| YTD | +34.0% | -4.1% | +38.1% | +35.0% |
| 1Y | +39.3% | +4.0% | +35.3% | +31.7% |
| 3Y | +128.9% | +8.0% | +120.9% | +100.1% |
| All | +75.5% | +7.8% | +67.7% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling